The 23-year-old Italian, fifth in Paris-Roubaix in the spring, pulled on the final climb in stage three to Andorra la Vella for Froome, who at one point had to tell Moscon to ease off the pace.
"It is the first time that we're working together and we still need to understand the rhythm and how to manage it," Moscon told Cycling Weekly.
"Maybe at the start the climb, I was a little bit too strong a maybe too strong for everyone. Many riders were in difficulty and they paid towards the end of the climb."
On the final 4.3-kilometre Comella climb, Moscon pushed the pace upwards and riders behind faded quickly. Mikel Nieve returned and took over before Froome launched an attack.
Froome took the red leader's jersey and put time on his rivals. Alberto Contador (Trek-Segafredo), Warren Barguil and Wilco Kelderman (Team Sunweb), and Ilnur Zakarin (Katusha-Alpecin) lost time. After three stages, Froome leads the race by two seconds.
"We were happy with yesterday and we already sorted out the classification a bit. That was the goal the day.
"The rhythm is adjusted based on the characteristics of a person. I am stronger over a short distance and not on long distances like some of my team-mates are, so if I start off to strongly there is the risk that I put my own team-mates in trouble.
Watch: Vuelta a España stage three highlights
"On the long climbs, I am dropped and I can no longer go with them. So I need to keep a good rhythm that is hard but doesn't drop my team-mates. In the next few days, we can still work on this."
Moscon made his mark earlier this spring in the classics. In Paris-Roubaix, then still 22, he rode in the lead group and led Team Sky to the line behind winner Greg Van Avermaet (BMC Racing).
"We knew on paper I'd be ready for my first Grand Tour. I have to understand everything and discover how my body will respond. Maybe in some mountain stages coming up, I will have sit back and recover, but then on the other days. I can give it a go like it had yesterday," he continued.
"I think this Grand Tour will be useful for the Classics next year because it will give me that extra bit of something that can have over there cobbles of Flanders and Roubaix and also helping me in the sixth hour of the race.
"I think we're putting together a good group for the classics next year and we can all grow together and pull off something impressive."
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